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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Mon June 04, 2012
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul12 120604 1350.00 1355.75 1331.50 1340.00 -4.25 113,433 244,895 -6,062
Aug12 120604 1319.75 1330.00 1307.50 1319.75 +1.25 12,305 47,184 +2,103
Sep12 120604 1287.50 1296.00 1273.00 1291.75 +6.25 3,253 22,747 +363
Nov12 120604 1265.00 1272.00 1244.75 1268.25 +10.25 69,009 246,965 +847
Jan13 120604 1262.50 1274.00 1253.75 1271.75 +11.00 8,429 53,237 +1,233
Mar13 120604 1245.50 1255.75 1233.25 1255.75 +12.00 8,655 65,101 -326
May13 120604 1237.50 1245.00 1224.00 1245.00 +11.25 5,608 35,534 -590
Jul13 120604 1226.75 1247.25 1225.00 1247.25 +12.50 6,836 33,290 -735
Aug13 120604 1232.75 1239.50 1228.75 1239.50 +10.75 4 171 +2
Sep13 120604 1187.00 1199.75 1187.00 1199.75 +10.75 24 264 -2
Nov13 120604 1155.00 1167.25 1141.00 1163.75 +10.75 1,393 17,602 +7
Jan14 120604 1170.25 1170.25 1159.50 1170.25 +10.75 0 160 +0
Mar14 120604 1167.00 1167.00 1156.25 1167.00 +10.75 0 3 +0
May14 120604 1167.00 1167.00 1156.25 1167.00 +10.75      
Total Volume and Open Interest 228,968 767,720 -3,146
Soybean Meal(CBOT)
Jul12 120604 398.00 404.00 394.80 396.10 +1.60 55,641 110,699 -6,960
Aug12 120604 381.30 390.00 381.30 385.10 +4.00 6,129 21,277 -1,444
Sep12 120604 369.10 377.00 368.30 375.10 +6.90 2,592 18,019 +275
Oct12 120604 363.50 367.80 358.20 366.60 +8.40 2,526 12,787 -493
Dec12 120604 356.60 364.20 353.50 362.80 +8.80 15,875 44,481 +558
Jan13 120604 359.90 360.80 351.80 359.60 +7.80 505 5,698 +18
Mar13 120604 347.20 351.30 342.20 350.00 +7.80 820 8,717 -61
May13 120604 343.00 346.50 337.80 345.30 +7.50 502 6,737 +48
Jul13 120604 341.80 346.40 337.80 345.60 +7.80 1,282 7,271 -110
Aug13 120604 342.60 342.60 334.80 342.60 +7.80 4 248 +0
Total Volume and Open Interest 86,106 241,665 -8,131
Soybean Oil(CBOT)
Jul12 120604 48.91 49.18 47.81 48.31 -0.28 66,420 181,111 -3,713
Aug12 120604 49.24 49.39 48.05 48.53 -0.28 11,609 38,485 +806
Sep12 120604 49.51 49.59 48.34 48.76 -0.28 7,037 26,261 -986
Oct12 120604 49.71 49.74 48.58 48.96 -0.28 2,886 14,461 +316
Dec12 120604 50.09 50.28 48.92 49.40 -0.29 21,359 90,937 +1,118
Jan13 120604 49.62 49.95 49.32 49.67 -0.28 742 7,354 +28
Mar13 120604 50.71 50.71 49.50 49.96 -0.25 883 16,749 +29
May13 120604 50.84 50.86 49.77 50.14 -0.23 972 8,168 -388
Jul13 120604 50.00 50.34 49.89 50.31 -0.18 717 5,459 +118
Aug13 120604 50.02 50.39 50.02 50.25 -0.14 83 1,096 +5
Total Volume and Open Interest 113,081 396,245 -2,595
Canola(WCE)
Jul12 120604 610.4 614.5 607.5 607.9 -1.8 8,410 75,063 -3,230
Nov12 120604 565.3 566.1 561.0 561.5 -2.2 9,013 120,881 +3,310
Jan13 120604 570.0 570.7 565.9 566.9 -1.6 820 22,245 +287
Mar13 120604 573.1 573.1 571.4 571.5 -0.4 531 10,546 +312
May13 120604 574.5 574.6 572.8 573.4 +0.4 495 7,566 +202
Total Volume and Open Interest 19,339 239,627 +905
Corn(CBOT)
Jul12 120604 560.25 569.50 557.75 568.00 +16.50 153,342 460,142 -3,767
Sep12 120604 520.75 529.50 520.00 527.50 +12.75 68,628 196,183 +12,755
Dec12 120604 517.25 525.00 516.00 523.75 +13.75 91,414 374,769 +3,207
Mar13 120604 525.00 536.00 525.00 535.00 +14.00 9,473 56,303 -428
May13 120604 538.75 543.50 534.50 543.00 +14.25 3,805 12,788 -675
Jul13 120604 542.00 551.00 536.00 550.00 +14.00 6,230 35,839 -1,208
Sep13 120604 532.00 539.00 531.00 539.00 +12.00 137 2,015 +1
Dec13 120604 524.25 528.00 517.50 527.75 +13.25 2,699 41,349 -190
Mar14 120604 535.00 538.25 525.50 538.25 +12.75 3 734 +0
May14 120604 544.50 544.50 532.00 544.50 +12.50 0 253 +0
Total Volume and Open Interest 335,800 1,184,700 +9,675
Wheat(CBOT)
Jul12 120604 620.25 631.50 613.25 627.75 +15.50 70,598 194,435 -3,956
Sep12 120604 636.50 650.00 630.75 646.00 +15.25 29,470 64,346 +4,804
Dec12 120604 664.75 677.00 659.00 672.50 +15.75 29,965 116,213 -2,889
Mar13 120604 682.25 697.75 678.00 695.75 +17.75 3,843 23,645 +1,608
May13 120604 694.75 709.25 693.75 709.25 +15.50 457 6,145 +84
Jul13 120604 695.25 716.00 692.50 715.75 +23.25 2,410 14,039 +338
Total Volume and Open Interest 137,331 426,641 -22
Wheat(KCBT)
Jul12 120604 644.00 656.75 639.50 655.00 +18.00 12,482 69,942 -347
Sep12 120604 661.00 673.00 655.25 671.00 +18.00 4,902 29,215 +1,498
Dec12 120604 686.50 696.75 679.25 694.50 +17.50 3,095 30,019 +871
Mar13 120604 698.00 710.00 695.50 709.50 +18.00 448 6,800 +297
May13 120604 705.25 717.50 705.25 717.50 +17.00 27 3,718 +6
Jul13 120604 710.00 726.25 709.25 725.00 +19.50 267 3,246 +143
Total Volume and Open Interest 21,222 143,369 +2,468
Wheat(MGE)
Jul12 120604 739.50 759.00 738.25 742.50 +3.00 1,482 14,104 -365
Sep12 120604 742.00 759.00 739.75 743.50 +2.50 1,107 10,819 +111
Dec12 120604 749.25 766.25 749.00 751.75 +1.50 443 10,687 -51
Mar13 120604 757.75 767.50 757.75 759.50 +1.00 154 2,153 +106
May13 120604 765.50 775.25 765.50 766.50 +0.50 12 236 +7
Total Volume and Open Interest 3,200 38,144 -192
Oats(CBOT)
Jul12 120604 285.00 289.50 280.25 287.50 +2.50 2,462 6,051 -802
Sep12 120604 286.50 291.00 280.25 288.00 +2.00 778 1,585 +537
Dec12 120604 283.00 285.75 277.25 285.00 +2.75 856 3,826 +323
Mar13 120604 290.75 290.75 287.25 290.75 +3.50 6 43 -3
Total Volume and Open Interest 4,102 11,505 +55
Rough Rice(CBOT)
Jul12 120604 14.04 14.06 13.75 13.76 -0.28 969 9,434 -204
Sep12 120604 14.30 14.32 14.02 14.02 -0.28 722 4,331 +399
Nov12 120604 14.55 14.55 14.28 14.28 -0.28 139 723 +71
Jan13 120604 14.72 14.72 14.53 14.53 -0.27 0 77 +0
Total Volume and Open Interest 1,830 14,589 +266
Live Cattle(CME)
Jun12 120604 117.700 118.200 117.050 117.680 -0.020 11,536 35,701 -2,331
Aug12 120604 119.535 120.285 119.080 119.980 +0.380 25,150 134,994 +296
Oct12 120604 123.980 124.750 123.600 124.430 +0.480 7,500 78,119 +46
Dec12 120604 127.300 127.885 127.035 127.650 +0.350 6,021 49,983 +626
Feb13 120604 129.100 129.735 128.900 129.550 +0.250 2,013 19,477 +762
Apr13 120604 130.750 131.400 130.535 131.200 +0.300 1,002 7,785 +178
Total Volume and Open Interest 53,467 328,049 -297
Feeder Cattle(CME)
Aug12 120604 157.500 158.985 156.900 158.485 +1.105 3,790 22,243 -554
Sep12 120604 158.685 160.035 158.200 159.685 +1.000 694 5,679 +133
Oct12 120604 159.750 161.000 159.380 160.700 +0.950 604 5,126 -38
Nov12 120604 160.735 162.000 160.575 161.850 +0.865 311 2,855 +125
Jan13 120604 160.900 161.685 160.250 161.250 +0.450 159 1,847 +45
Mar13 120604 161.200 162.000 161.200 161.250 +0.250 26 159 +14
Apr13 120604 161.500 161.900 161.500 161.900 +0.300 0 32 +0
Total Volume and Open Interest 5,584 37,941 -275
Lean Hogs(CME)
Jun12 120604 90.700 91.730 90.385 91.200 +0.470 21,800 22,157 -5,514
Jul12 120604 91.600 92.150 90.550 91.050 -0.530 28,881 75,144 -2,805
Aug12 120604 91.250 91.800 90.550 91.230 -0.070 18,089 50,830 +157
Oct12 120604 82.950 83.730 82.500 82.830 -0.120 17,847 49,896 +1,780
Dec12 120604 79.900 80.580 79.725 80.350 +0.350 7,376 39,556 +1,340
Feb13 120604 81.500 82.430 81.500 82.385 +0.785 1,886 14,433 +533
Apr13 120604 83.000 83.800 82.850 83.680 +0.430 1,063 8,742 +276
May13 120604 87.100 87.650 87.100 87.600 +0.850 74 357 +55
Total Volume and Open Interest 98,432 267,169 -3,484
Class III Milk(CME)
Jun12 120604 15.58 15.72 15.36 15.39 -0.23 250 4,643 -37
Jul12 120604 15.89 16.22 15.54 15.71 -0.22 368 4,179 +45
Aug12 120604 15.70 16.02 15.55 15.66 -0.14 108 3,360 +21
Sep12 120604 15.96 16.15 15.77 15.90 -0.08 111 2,913 +35
Oct12 120604 16.13 16.25 15.98 16.03 -0.09 65 2,484 +19
Total Volume and Open Interest 1,065 23,374 -4,473
Cocoa(ICE)
Jul12 120604 2060 2100 2026 2094 +31 14,553 68,388 -1,265
Sep12 120604 2064 2103 2031 2098 +31 10,641 40,804 +2,005
Dec12 120604 2071 2120 2050 2116 +32 2,966 29,780 +602
Mar13 120604 2087 2138 2065 2132 +33 1,760 31,590 +729
May13 120604 2103 2148 2090 2148 +34 501 11,130 -104
Jul13 120604 2153 2169 2095 2162 +34 842 4,274 +570
Sep13 120604 2126 2179 2126 2177 +38 51 1,604 -16
Total Volume and Open Interest 31,362 191,546 +2,537
Coffee "C"(ICE)
Jul12 120604 157.90 158.95 154.65 158.45 +0.95 16,365 65,608 +415
Sep12 120604 160.00 161.20 157.00 160.80 +0.95 9,772 41,514 +1,511
Dec12 120604 163.70 165.10 161.05 164.70 +1.00 4,336 29,200 +507
Mar13 120604 168.00 169.00 165.15 168.65 +1.05 1,275 10,797 +269
May13 120604 169.65 171.75 168.25 171.40 +1.10 231 4,028 +42
Jul13 120604 172.35 174.50 170.95 174.05 +1.05 85 3,005 +18
Total Volume and Open Interest 32,129 155,400 +2,739
Orange Juice(ICE)
Jul12 120604 109.60 111.90 109.25 111.50 -0.20 1,348 15,053 -123
Sep12 120604 111.25 113.80 111.25 113.55 -0.20 563 4,083 +732
Nov12 120604 113.75 115.10 113.35 115.10 -0.20 56 4,258 -3
Jan13 120604 115.00 117.05 115.00 117.05 +0.25 65 722 -50
Mar13 120604 119.55 119.55 119.55 119.55 +0.20 21 1,090 +9
May13 120604 121.90 121.90 121.90 121.90 +0.65 0 52 +0
Total Volume and Open Interest 2,053 25,270 +565
Sugar #11(ICE)
Jul12 120604 19.06 19.13 18.86 18.90 -0.19 42,521 306,021 -4,140
Oct12 120604 19.41 19.51 19.24 19.29 -0.17 23,032 203,503 +7,031
Mar13 120604 20.40 20.58 20.35 20.36 -0.16 12,208 111,446 -967
May13 120604 20.57 20.67 20.50 20.52 -0.07 3,595 37,037 +371
Jul13 120604 20.40 20.75 20.40 20.63 +0.04 2,210 42,186 +649
Oct13 120604 20.65 20.94 20.65 20.82 +0.07 1,270 28,195 -214
Mar14 120604 21.05 21.26 21.03 21.14 +0.11 1,376 21,151 +1,007
May14 120604 21.11 21.16 21.02 21.08 +0.12 30 5,278 +6
Total Volume and Open Interest 86,401 765,050 +3,822
London Cocoa(LCE)
Jul12 120601 1461 1469 1440 1452 -19 9,331 58,900 +150
Sep12 120601 1462 1465 1439 1451 -17 5,124 35,751 +714
Dec12 120601 1439 1447 1420 1434 -16 1,935 35,176 +214
Mar13 120601 1418 1428 1405 1419 -13 716 39,168 +259
May13 120601 1421 1427 1405 1421 -13 961 13,908 +927
Jul13 120601 1423 1434 1416 1427 -12 213 5,365 +151
Sep13 120601 1420 1435 1420 1431 -12 100 3,388 +24
Total Volume and Open Interest 18,686 194,463 +3,081
London Sugar(LCE)
Aug12 120601 558.80 559.70 550.80 553.50 -5.10 3,924 29,424 -107
Oct12 120601 533.20 533.40 526.80 529.60 -5.40 1,629 13,564 -7
Dec12 120601 538.20 538.80 531.40 534.10 -6.40 540 7,289 +30
Mar13 120601 550.00 550.00 542.10 545.00 -6.10 360 7,355 +119
May13 120601 555.10 555.30 548.00 551.40 -5.60 168 1,419 +100
Total Volume and Open Interest 6,698 60,972 +184
Cotton(ICE)
Jul12 120604 68.59 69.06 66.10 68.53 -0.06 17,611 85,642 -2,248
Oct12 120604 68.14 68.55 66.59 67.78 -1.07 2 237 +0
Dec12 120604 67.49 67.95 64.61 67.06 -0.55 15,306 95,544 +6,021
Mar13 120604 69.71 70.04 66.85 69.27 -0.56 1,248 8,605 +384
May13 120604 68.19 70.81 68.19 70.81 -0.23 310 2,747 +184
Jul13 120604 70.12 72.97 70.00 72.35 -0.21 135 4,102 +53
Total Volume and Open Interest 34,619 197,821 +4,396
Lumber(CME)
Jul12 120604 281.9 284.3 280.5 282.4 +2.3 1,414 4,261 -660
Sep12 120604 280.9 282.1 279.4 280.0 -1.5 772 3,278 +238
Nov12 120604 276.9 279.9 275.9 278.0 +2.5 65 1,044 -1
Jan13 120604 284.8 284.8 284.2 284.8 -1.2 10 228 +5
Total Volume and Open Interest 2,269 8,917 -418
Crude Oil(NYM)
Jul12 120604 82.96 84.38 81.21 83.98 +0.75 345,433 290,242 -3,549
Aug12 120604 83.38 84.66 81.53 84.27 +0.71 63,774 113,036 +2,759
Sep12 120604 83.90 84.94 81.87 84.56 +0.67 46,219 100,055 +2,511
Oct12 120604 84.19 85.21 82.13 84.84 +0.64 19,626 54,251 +1,684
Nov12 120604 83.19 85.43 82.35 85.09 +0.63 9,028 42,654 +587
Dec12 120604 84.83 85.71 82.58 85.33 +0.62 62,642 172,655 +1,364
Jan13 120604 84.83 85.88 82.86 85.55 +0.60 7,740 52,346 +113
Feb13 120604 84.04 86.07 84.04 85.70 +0.56 4,502 26,619 +359
Mar13 120604 85.20 85.95 85.04 85.81 +0.53 5,942 34,115 -848
Apr13 120604 85.40 85.85 85.40 85.85 +0.50 2,204 18,201 +75
May13 120604 85.01 85.89 85.00 85.89 +0.47 1,667 17,174 -241
Jun13 120604 84.54 86.27 83.49 85.91 +0.43 15,355 78,293 +58
Jul13 120604 85.88 85.88 85.25 85.88 +0.40 2,126 18,851 +610
Aug13 120604 85.81 85.81 85.81 85.81 +0.35 689 11,389 +26
Sep13 120604 85.76 85.76 85.76 85.76 +0.28 1,263 23,804 -210
Oct13 120604 85.72 85.72 85.72 85.72 +0.22 445 12,281 -35
Total Volume and Open Interest 646,060 1,446,196 +6,233
e-miNY Crude Oil(NYM)
Jun12 120521 91.350 92.600 90.825 92.575 +1.100 6,953 1,957 +42
Jul12 120604 83.025 84.375 81.225 83.975 +0.750 8,736 3,130 +34
Aug12 120604 83.325 84.600 81.775 84.275 +0.725 229 374 +58
Sep12 120604 84.000 84.900 81.975 84.550 +0.650 61 111 +4
Oct12 120604 82.775 84.975 82.775 84.850 +0.650 4 22 +0
Nov12 120604 84.525 85.200 84.525 85.100 +0.650 6 7 +3
Dec12 120604 83.650 85.450 83.450 85.325 +0.625 2 277 +0
Jan13 120604 84.100 85.550 84.100 85.550 +0.600 1 11 +0
Feb13 120604 85.700 85.700 85.700 85.700 +0.550 0 75 +0
Mar13 120604 85.800 85.800 85.800 85.800 +0.525      
Total Volume and Open Interest 9,039 4,195 +99
Heating Oil(NYM)
Jul12 120604 262.98 264.01 256.41 262.69 -0.10 71,272 105,878 +6,602
Aug12 120604 264.53 264.78 257.24 263.56 -0.08 21,385 46,743 +747
Sep12 120604 265.45 265.55 259.12 264.78 -0.06 16,390 39,628 +1,384
Oct12 120604 266.19 267.17 260.73 266.17 -0.02 6,815 16,046 +542
Nov12 120604 263.00 268.30 263.00 267.56 -0.01 5,754 13,235 +567
Dec12 120604 265.88 269.55 262.59 268.81 unch 11,968 43,436 -135
Jan13 120604 267.16 270.72 266.76 270.03 +0.05 998 12,516 +149
Feb13 120604 267.52 270.87 267.12 270.40 +0.09 1,518 4,137 -91
Mar13 120604 267.47 270.90 267.21 270.26 +0.09 824 10,250 +210
Apr13 120604 264.00 270.45 264.00 269.56 +0.06 378 15,649 -23
May13 120604 272.45 273.50 271.82 272.81 -0.04 219 5,540 -4
Jun13 120604 271.76 273.19 270.50 272.16 -0.14 163 1,402 +30
Total Volume and Open Interest 137,911 316,406 -767
Gasoline(NYMEX)
Jul12 120604 265.80 268.07 259.71 267.07 +1.39 64,676 104,735 +754
Aug12 120604 259.32 261.33 253.75 260.48 +1.04 35,354 48,563 +4,713
Sep12 120604 253.43 255.88 248.65 255.19 +0.58 18,186 42,462 +2,062
Oct12 120604 238.70 240.65 233.93 240.02 +0.31 7,212 22,999 +115
Nov12 120604 234.62 237.53 231.15 236.90 +0.39 2,858 11,527 +50
Dec12 120604 233.81 236.16 229.29 235.52 +0.41 5,347 28,017 +625
Jan13 120604 233.63 235.28 233.15 235.28 +0.38 840 9,050 +147
Feb13 120604 235.35 236.45 234.50 236.39 +0.29 1,082 3,735 +175
Mar13 120604 237.06 238.23 236.40 238.23 +0.29 1,371 3,183 -348
Apr13 120604 250.45 252.05 250.25 252.05 +0.11 477 4,544 -2
Total Volume and Open Interest 137,673 286,061 +1,485
e-miNY RBOB Gasoline(NYM)
Jul12 120604 267.10 267.10 267.07 267.10 +1.40      
Aug12 120604 260.50 260.50 260.48 260.50 +1.10      
Sep12 120604 255.20 255.20 255.19 255.20 +0.60      
Oct12 120604 240.00 240.02 240.00 240.00 +0.30      
Total Volume and Open Interest      
Natural Gas(NYM)
Jul12 120604 2.330 2.440 2.318 2.415 +0.089 207,538 262,244 -4,758
Aug12 120604 2.407 2.492 2.375 2.467 +0.080 53,145 111,781 +2,786
Sep12 120604 2.440 2.535 2.420 2.512 +0.075 54,786 169,110 +527
Oct12 120604 2.536 2.623 2.514 2.601 +0.074 45,615 148,567 -1,639
Nov12 120604 2.784 2.865 2.772 2.846 +0.067 16,069 86,129 -410
Dec12 120604 3.093 3.165 3.076 3.144 +0.054 17,735 50,642 -3,105
Jan13 120604 3.238 3.312 3.225 3.293 +0.049 22,058 86,783 -1,840
Feb13 120604 3.255 3.330 3.250 3.313 +0.047 2,475 24,290 +262
Mar13 120604 3.247 3.310 3.230 3.292 +0.045 4,855 38,554 +322
Apr13 120604 3.230 3.296 3.220 3.280 +0.043 6,813 59,643 +122
May13 120604 3.269 3.330 3.268 3.316 +0.041 1,131 15,175 -75
Jun13 120604 3.316 3.375 3.315 3.361 +0.038 1,109 7,418 -59
Jul13 120604 3.405 3.423 3.356 3.409 +0.038 940 8,357 +161
Aug13 120604 3.426 3.439 3.387 3.426 +0.037 458 7,286 +58
Sep13 120604 3.420 3.442 3.386 3.429 +0.037 364 6,388 +0
Oct13 120604 3.430 3.483 3.420 3.470 +0.037 3,111 29,090 +571
Total Volume and Open Interest 441,130 1,212,852 -6,601
Brent Crude Oil(ICE)
Jul12 120604 98.43 99.15 95.63 98.85 +0.42 258,742 227,878 +7,898
Aug12 120604 97.91 98.70 95.21 98.37 +0.39 113,501 187,954 +485
Sep12 120604 97.71 98.32 94.97 98.04 +0.37 76,648 132,285 +1,866
Oct12 120604 97.24 97.91 94.69 97.66 +0.32 53,125 110,998 +3,094
Nov12 120604 97.05 97.68 94.58 97.45 +0.27 34,250 53,876 -1,052
Dec12 120604 96.83 97.49 94.47 97.26 +0.23 83,865 124,597 +2,660
Jan13 120604 96.25 97.25 94.38 97.09 +0.19 8,723 22,858 -262
Feb13 120604 95.29 97.09 94.74 96.91 +0.15 4,434 16,969 +426
Mar13 120604 95.35 96.93 94.64 96.75 +0.11 5,625 25,149 +94
Apr13 120604 96.59 96.59 96.59 96.59 +0.08 2,557 10,386 -306
May13 120604 96.40 96.40 96.40 96.40 +0.04 2,161 10,984 +88
Jun13 120604 95.90 96.50 94.22 96.19 unch 11,559 48,922 +1,311
Jul13 120604 96.01 96.01 96.01 96.01 -0.03 486 7,890 +184
Aug13 120604 95.79 95.79 95.79 95.79 -0.07 108 7,758 +30
Total Volume and Open Interest 696,872 1,235,045 +16,134
Gas Oil(ICE)
Jun12 120604 848.25 850.50 825.00 843.00 -4.75 47,547 88,965 -415
Jul12 120604 844.00 846.00 820.50 838.50 -4.50 89,916 112,719 +5,135
Aug12 120604 840.00 844.50 819.75 837.25 -4.50 34,105 60,073 +1,923
Sep12 120604 840.00 844.50 820.50 837.75 -4.50 15,374 60,752 -763
Oct12 120604 840.25 845.25 821.75 838.50 -4.25 9,955 37,628 +1,093
Nov12 120604 836.75 844.00 822.25 838.75 -4.25 3,831 17,219 +203
Dec12 120604 840.75 845.50 822.50 838.75 -4.00 22,556 55,680 -3,648
Jan13 120604 833.00 844.25 832.75 839.75 -4.00 2,140 22,298 -75
Feb13 120604 832.75 845.50 829.00 840.25 -3.75 1,147 11,095 -218
Mar13 120604 833.00 845.50 832.75 840.50 -3.50 1,530 13,801 +492
Total Volume and Open Interest 238,036 573,844 +5,050
Ethanol(CBOT)
Jun12 120604 2.010 2.010 2.010 2.010 +0.035 38 139 -19
Jul12 120604 2.015 2.039 2.015 2.034 +0.043 226 1,623 -40
Aug12 120604 2.000 2.032 2.000 2.028 +0.042 205 2,204 -18
Sep12 120604 1.977 1.995 1.974 1.990 +0.036 199 1,506 +45
Oct12 120604 1.947 1.950 1.933 1.945 +0.034 30 1,595 +0
Nov12 120604 1.921 1.930 1.913 1.921 +0.036 135 1,744 +30
Dec12 120604 1.918 1.924 1.910 1.920 +0.037 248 1,213 +40
Jan13 120604 1.921 1.932 1.914 1.928 +0.038 126 1,275 +39
Total Volume and Open Interest 1,305 12,570 +108
WTI Crude Oil(ICE)
Jul12 120604 83.13 84.38 81.22 83.98 +0.75 64,508 62,379 -2,893
Aug12 120604 83.60 84.65 81.54 84.27 +0.71 14,438 44,126 +1,904
Sep12 120604 82.79 84.82 82.23 84.56 +0.67 9,371 31,001 +875
Oct12 120604 83.19 84.84 82.51 84.84 +0.64 4,614 14,293 -477
Nov12 120604 83.39 85.09 82.91 85.09 +0.63 2,529 14,666 +86
Dec12 120604 83.48 85.69 82.69 85.33 +0.62 20,158 81,613 +310
Jan13 120604 83.94 85.55 82.94 85.55 +0.60 2,370 14,269 -30
Feb13 120604 85.22 85.70 84.87 85.70 +0.56 1,615 7,428 +37
Mar13 120604 85.35 85.81 85.00 85.81 +0.53 467 5,635 -27
Apr13 120604 85.95 85.95 85.85 85.85 +0.50 317 2,822 -2
May13 120604 85.45 85.89 85.45 85.89 +0.47 229 2,190 +60
Jun13 120604 84.00 85.91 84.00 85.91 +0.43 1,977 21,991 -524
Jul13 120604 85.88 85.88 85.88 85.88 +0.40 111 1,454 +12
Aug13 120604 85.81 85.81 85.81 85.81 +0.35 167 2,526 +46
Sep13 120604 85.76 85.76 85.76 85.76 +0.28 115 5,899 -66
Oct13 120604 85.72 85.72 85.72 85.72 +0.22 84 1,132 +29
Total Volume and Open Interest 129,796 436,125 +615
US Dollar Index(ICE)
Jun12 120604 82.885 83.150 82.545 82.660 -0.312 31,355 74,851 +600
Sep12 120604 83.290 83.525 82.950 83.060 -0.283 304 1,503 +61
Dec12 120604 83.470 83.470 83.470 83.470 -0.283 1 2 +1
Total Volume and Open Interest 31,660 76,356 +662
Australian Dollar(CME)
Jun12 120604 96.91 97.34 96.16 97.12 +0.41 174,254 146,940 -559
Sep12 120604 96.20 96.65 95.49 96.43 +0.41 1,212 1,670 +375
Dec12 120604 95.88 95.88 95.45 95.88 +0.43 1 63 +1
Total Volume and Open Interest 175,467 148,677 -183
British Pound(CME)
Jun12 120604 153.68 154.15 153.41 153.82 +0.10 150,295 177,342 -826
Sep12 120604 153.55 154.09 153.36 153.77 +0.11 1,829 1,673 +946
Dec12 120604 153.76 153.76 153.67 153.76 +0.09 20 75 +20
Total Volume and Open Interest 152,148 179,096 +144
Canadian Dollar(CME)
Jun12 120604 96.16 96.41 95.68 96.14 +0.01 139,488 120,735 +1,130
Sep12 120604 95.97 96.24 95.54 95.97 +0.01 1,695 5,026 +340
Dec12 120604 95.50 96.06 95.45 95.84 -0.02 429 5,175 +184
Mar13 120604 95.56 95.77 95.56 95.73 -0.04 72 596 +44
Total Volume and Open Interest 141,686 131,826 +1,700
Japanese Yen(CME)
Jun12 120604 128.08 128.25 127.46 127.67 -0.39 133,628 151,485 +1,922
Sep12 120604 128.12 128.42 127.68 127.84 -0.40 3,112 3,427 +1,694
Dec12 120604 128.59 128.59 128.08 128.08 -0.39 6 141 +1
Total Volume and Open Interest 136,746 155,076 +3,617
Swiss Franc(CME)
Jun12 120604 103.48 104.21 103.15 104.03 +0.66 53,918 72,003 +663
Sep12 120604 103.60 104.37 103.50 104.28 +0.66 370 767 +216
Dec12 120604 104.61 104.61 103.95 104.61 +0.66 0 4 +0
Total Volume and Open Interest 54,288 72,777 +879
EuroFX(CME)
Jun12 120604 124.35 125.11 123.86 124.93 +0.80 354,135 388,914 +1,475
Sep12 120604 124.49 125.22 124.01 125.06 +0.80 3,533 7,397 +1,056
Dec12 120604 124.29 125.33 124.01 125.24 +0.79 11 329 +8
Total Volume and Open Interest 357,681 396,674 +2,541
Mexican Peso(CME)
Jun12 120604 697.0 704.5 694.5 701.5 +4.2 74,333 135,974 +418
Jul12 120604 699.5 699.5 695.2 699.5 +4.2      
Total Volume and Open Interest 79,176 187,843 -3,188
Brazilian Real(CME)
Jul12 120604 485.20 485.50 483.75 485.50 -3.70 1 2,061 +0
Aug12 120604 482.90 486.25 481.35 482.90 -3.35      
Sep12 120604 483.40 483.40 479.80 480.30 -3.00 460 3,368 +436
Oct12 120604 477.35 480.35 477.35 477.35 -3.00      
Total Volume and Open Interest 461 18,992 -2,839
30-Year T-Bonds(CBOT)
Jun12 120604 152~260 153~030 151~230 151~280 -0~240 202,430 59,780 -73,652
Sep12 120604 152~080 152~190 151~060 151~110 -0~240 791,554 680,086 +20,614
Dec12 120604 153~170 153~200 152~110 152~110 -0~250 439 1,733 -87
Total Volume and Open Interest 994,423 741,599 -53,125
10-Year T-Notes(CBOT)
Jun12 120604 135~210 135~270 134~315 135~000 -0~210 465,590 143,509 -118,305
Sep12 120604 134~240 134~295 134~020 134~030 -0~205 1,699,232 1,869,458 +54,570
Dec12 120604 133~060 133~285 133~060 133~060 -0~225 0 3 +0
Total Volume and Open Interest 2,164,822 2,012,970 -63,735
5-Year T-Notes(CBOT)
Jun12 120604 124~079 124~082 124~038 124~039 -0~035 245,611 132,509 -74,645
Sep12 120604 124~056 124~061 124~011 124~013 -0~038 716,883 1,167,233 +29,058
Dec12 120604 123~037 123~075 123~037 123~037 -0~038      
Total Volume and Open Interest 962,494 1,299,742 -45,587
2 Year T-Notes(CBOT)
Jun12 120604 110~037 110~039 110~034 110~034 -0~002 144,741 124,532 -22,313
Sep12 120604 110~033 110~035 110~028 110~030 -0~001 361,644 866,956 +68,043
Dec12 120604 109~096 109~097 109~096 109~096 -0~001      
Total Volume and Open Interest 506,385 991,488 +45,730
Eurodollars(CME)
Jun12 120604 99.518 99.522 99.518 99.520 unch 164,071 944,544 -19,070
Sep12 120604 99.420 99.435 99.415 99.430 +0.005 240,991 914,643 -12,593
Dec12 120604 99.370 99.385 99.360 99.375 +0.005 233,379 946,427 -566
Mar13 120604 99.350 99.365 99.345 99.355 unch 180,968 676,003 +18,639
Jun13 120604 99.345 99.355 99.340 99.345 unch 158,437 705,782 +2,501
Sep13 120604 99.345 99.350 99.335 99.340 -0.005 148,249 628,006 +10,424
Dec13 120604 99.330 99.340 99.320 99.325 -0.005 137,388 615,966 +12,854
Mar14 120604 99.315 99.330 99.300 99.310 -0.010 161,398 632,909 +19,374
Jun14 120604 99.285 99.290 99.250 99.260 -0.020 150,270 494,021 +12,778
Sep14 120604 99.235 99.235 99.190 99.195 -0.030 125,153 322,801 +46
Dec14 120604 99.150 99.155 99.090 99.100 -0.040 110,786 338,901 +5,711
Mar15 120604 99.065 99.075 99.000 99.010 -0.050 120,937 286,959 +1,936
Jun15 120604 0.656 0.666 0.581 0.591 -0.060 132,781 264,941 +10,370
Sep15 120604 0.536 0.546 0.456 0.466 -0.065 66,863 190,983 -5,723
Dec15 120604 0.406 0.411 0.316 0.331 -0.070 48,626 156,888 -3,945
Mar16 120604 0.296 0.296 0.201 0.211 -0.075 39,890 94,046 -5,311
Jun16 120604 0.161 0.166 0.071 0.081 -0.075 20,960 105,303 +385
Sep16 120604 0.041 0.041 6.500 6.505 +6.479 17,835 80,244 -1,180
Total Volume and Open Interest 2,314,890 8,658,245 +46,081
30 Day Federal Funds(CBOT)
Jun12 120604 99.845 99.845 99.840 99.842 -0.003 3,839 45,366 +1,327
Jul12 120604 99.845 99.845 99.840 99.840 unch 4,831 49,972 -403
Aug12 120604 99.845 99.845 99.840 99.840 unch 3,649 44,353 +1,168
Sep12 120604 99.840 99.845 99.840 99.840 unch 3,310 36,458 +930
Oct12 120604 99.840 99.845 99.840 99.840 unch 3,421 53,155 +1,608
Nov12 120604 99.840 99.845 99.835 99.840 unch 4,086 30,890 +829
Total Volume and Open Interest 49,974 497,693 -40,388
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Jun12 120604 99.670 99.670 99.670 99.670 unch 0 263 +0
Sep12 120604 99.673 99.673 99.673 99.673 unch      
Dec12 120604 99.670 99.670 99.670 99.670 unch      
Mar13 120604 99.670 99.670 99.670 99.670 unch      
Jun13 120604 99.665 99.665 99.665 99.665 unch      
Sep13 120604 99.665 99.665 99.665 99.665 unch      
Dec13 120604 99.670 99.670 99.670 99.670 unch      
Mar14 120604 99.670 99.670 99.670 99.670 unch      
Jun14 120604 99.530 99.530 99.530 99.530 unch      
Sep14 120604 99.390 99.390 99.390 99.390 unch      
Total Volume and Open Interest 0 263 +0
3-Mth Euro-Yen(SGX)
Jun12 120604 99.67 99.67 99.67 99.67 unch 0 2,542 +0
Sep12 120604 99.67 99.67 99.67 99.67 unch 0 697 +0
Dec12 120604 99.67 99.67 99.67 99.67 unch 0 519 +0
Mar13 120604 99.67 99.67 99.67 99.67 unch 0 181 +0
Jun13 120604 99.67 99.67 99.67 99.67 unch 0 206 +0
Sep13 120604 99.67 99.67 99.67 99.67 unch 0 305 +0
Dec13 120604 99.67 99.67 99.67 99.67 unch 180 384 -180
Mar14 120604 99.67 99.67 99.67 99.67 unch 0 344 +0
Total Volume and Open Interest 180 5,178 -180
Japanese Gov't Bonds(SGX)
Jun12 120604 144.01 144.27 143.77 143.79 -0.22 4,815 23,914 -3,069
Sep12 120604 143.86 144.04 143.60 143.64 -0.20 483 613 +232
Dec12 120604 142.51 142.51 142.51 142.51 -0.20 0 4 +0
Total Volume and Open Interest 5,298 24,531 -2,837
Euro-Bund(EUREX)
Jun12 120604 146.31 146.33 145.63 145.78 -0.56 1,147,525 785,221 -134,574
Sep12 120604 145.40 145.42 144.68 144.85 -0.55 241,068 256,751 +106,124
Dec12 120604 143.80 143.80 143.37 143.37 -0.56 0 16 +0
Total Volume and Open Interest 1,388,593 1,041,988 -28,450
Euro-Bobl(EUREX)
Jun12 120604 126.98 127.03 126.79 126.85 -0.21 748,772 582,667 -61,799
Sep12 120604 127.51 127.60 127.33 127.39 -0.23 179,837 189,859 +64,006
Dec12 120604 126.80 126.80 126.80 126.80 -0.21 200 0 +0
Total Volume and Open Interest 928,809 772,526 +2,207
3-Mth Euribor(EUREX)
Jun12 120604 99.385 99.385 99.375 99.380 -0.015 0 1,879 +0
Sep12 120604 99.450 99.455 99.450 99.450 +0.005 400 1,959 +400
Dec12 120604 99.465 99.465 99.460 99.460 +0.005 0 932 +0
Total Volume and Open Interest 600 6,422 +398
Long Gilt(LIFFE)
Jun12 120604 122~02 122~02 122~02 122~02 unch 14,321 26,851 -4,847
Sep12 120604 120~31 120~31 120~31 120~31 unch 188,563 306,064 -7,982
Total Volume and Open Interest 202,884 332,915 -12,829
3-Mth Short Sterling(LIFFE)
Jun12 120601 99.02 99.04 99.01 99.03 +0.01 38,637 230,904 +5,061
Sep12 120601 99.05 99.07 99.03 99.05 -0.01 80,480 304,776 -3,645
Dec12 120601 99.07 99.12 99.05 99.08 +0.01 77,438 321,064 +1,671
Mar13 120601 99.09 99.18 99.08 99.13 +0.03 73,111 304,923 +987
Jun13 120601 99.12 99.21 99.10 99.15 +0.04 80,712 299,710 +6,359
Sep13 120601 99.13 99.21 99.11 99.15 +0.04 101,648 311,899 +7,166
Total Volume and Open Interest 667,552 2,649,475 +10,923
3-Mth Euribor(LIFFE)
Jun12 120604 99.390 99.400 99.375 99.380 -0.015 92,843 540,134 -10,158
Sep12 120604 99.440 99.460 99.430 99.450 +0.005 124,456 496,949 +1,027
Dec12 120604 99.460 99.475 99.455 99.460 +0.005 75,607 465,213 +1,188
Total Volume and Open Interest 901,037 3,512,564 -8,238
3-Mth Aus T-Bills(SFE)
Jun12 120604 96.68 96.83 96.68 96.77 +0.08 25,995 119,204 +4,279
Sep12 120604 97.20 97.35 97.20 97.32 +0.11 34,873 210,787 +1,929
Dec12 120604 97.35 97.51 97.34 97.46 +0.10 31,057 172,974 +5,237
Mar13 120604 97.30 97.47 97.30 97.40 +0.08 13,067 99,613 +444
Jun13 120604 97.20 97.36 97.20 97.28 +0.06 8,842 71,993 +614
Sep13 120604 97.11 97.23 97.10 97.16 +0.07 4,803 54,476 +1,165
Dec13 120604 97.00 97.13 97.00 97.06 +0.07 3,803 35,887 +1,112
Mar14 120604 96.92 97.06 96.91 96.99 +0.08 1,708 25,529 +733
Jun14 120604 96.84 96.99 96.84 96.91 +0.08 430 4,564 +2
Sep14 120604 96.83 96.83 96.81 96.82 +0.08 283 1,008 +248
Total Volume and Open Interest 124,916 796,515 +15,775
10-Year Aus T-Bonds(SFE)
Jun12 120604 97.21 97.36 97.20 97.29 +0.07 66,842 397,766 -1,124
Sep12 120604 97.25 97.32 97.25 97.26 +0.09 26 46 +21
Total Volume and Open Interest 66,868 397,812 -1,103
3-Year Aus T-Bonds(SFE)
Jun12 120604 97.93 98.10 97.93 98.04 +0.09 182,444 535,622 -11,360
Sep12 120604 98.08 98.08 98.08 98.08 +0.10 40 39 +38
Total Volume and Open Interest 182,484 535,661 -11,322
Gold(CMX)
Jun12 120604 1623.0 1627.9 1609.0 1612.2 -8.3 5,901 5,874 -3,297
Aug12 120604 1626.8 1629.7 1610.0 1613.9 -8.2 177,334 228,281 +4,002
Oct12 120604 1626.3 1629.8 1613.3 1616.1 -8.2 2,229 12,780 -969
Dec12 120604 1631.9 1633.8 1615.1 1618.4 -8.2 4,975 71,975 +301
Feb13 120604 1626.0 1631.5 1619.8 1620.5 -8.2 328 20,445 +167
Apr13 120604 1634.6 1638.0 1621.0 1622.6 -8.1 56 13,152 +20
Jun13 120604 1631.6 1635.7 1624.8 1624.8 -8.1 473 15,565 +233
Aug13 120604 1627.1 1627.1 1627.1 1627.1 -8.1 162 2,281 +111
Oct13 120604 1629.7 1629.7 1629.7 1629.7 -8.1 62 945 +55
Dec13 120604 1632.4 1632.4 1632.4 1632.4 -8.1 328 8,979 -77
Feb14 120604 1635.1 1635.1 1635.1 1635.1 -8.1 0 6 +0
Apr14 120604 1637.9 1637.9 1637.9 1637.9 -8.0 1 0 +0
Total Volume and Open Interest 192,908 420,787 +542
Silver(CMX)
Jul12 120604 2868.0 2868.0 2795.5 2800.7 -50.5 44,716 58,617 -25
Sep12 120604 2861.5 2861.5 2803.0 2806.2 -50.5 3,348 13,394 +2,084
Dec12 120604 2872.5 2872.5 2811.5 2812.5 -50.5 2,776 18,431 -210
Mar13 120604 2847.5 2847.5 2815.2 2815.2 -50.4 108 3,097 +50
May13 120604 2841.0 2841.0 2816.8 2816.8 -50.3 12 1,989 +11
Jul13 120604 2851.0 2851.0 2818.2 2818.2 -50.3 45 3,061 +3
Sep13 120604 2818.2 2818.2 2818.2 2818.2 -50.3 0 1,750 +0
Total Volume and Open Interest 51,615 118,102 +2,075
Platinum(NYMEX)
Jul12 120604 1441.6 1449.0 1423.2 1427.3 -5.9 10,711 41,704 -1,876
Oct12 120604 1445.8 1450.4 1428.5 1432.0 -5.8 1,081 6,925 +773
Jan13 120604 1453.1 1453.1 1433.0 1435.2 -5.8 145 478 +45
Apr13 120604 1438.7 1438.7 1438.7 1438.7 -5.8 4 22 +0
Total Volume and Open Interest 11,942 49,132 -1,058
Palladium(NYMEX)
Jun12 120604 606.00 612.25 606.00 612.25 -0.05 318 292 -623
Sep12 120604 613.00 616.45 605.75 613.90 -0.10 3,320 22,689 +56
Dec12 120604 615.05 615.05 611.45 615.05 -0.15 41 142 +38
Total Volume and Open Interest 3,682 23,137 -529
Copper(CMX)
Jul12 120604 331.35 335.30 323.80 330.70 -0.65 77,584 84,178 +4,473
Sep12 120604 333.95 336.10 324.95 331.65 -0.65 12,177 31,020 +2,769
Dec12 120604 333.15 336.25 326.25 332.85 -0.45 1,906 23,280 -43
Mar13 120604 330.00 333.80 329.00 333.80 -0.40 500 6,520 +164
May13 120604 331.00 334.30 331.00 334.30 -0.35 17 939 +11
Total Volume and Open Interest 95,072 157,016 +6,971
DJIA Index(CBOT)
Jun12 120604 12118 12120 11998 12063 -40 143 19,454 -11
Sep12 120604 12000 12000 11988 11988 -42 22 21 +6
Dec12 120604 11913 11955 11913 11913 -42 0 1 +0
Mar13 120604 11846 11888 11846 11846 -42      
Total Volume and Open Interest 165 19,476 -5
E-mini DJIA Index(CBOT)
Jun12 120604 12104 12132 11985 12063 -40 199,425 99,952 -4,769
Sep12 120604 12024 12055 11884 11988 -42 610 3,540 +377
Dec12 120604 11913 11913 11913 11913 -42 0 22 +0
Mar13 120604 11846 11846 11846 11846 -42 0 1 +0
Total Volume and Open Interest 200,035 103,515 -4,392
S & P 500(CME)
Jun12 120604 1274.90 1281.20 1262.30 1273.00 -0.90 16,246 258,294 -858
Sep12 120604 1271.00 1274.20 1259.50 1266.30 -0.90 246 9,168 +184
Dec12 120604 1263.20 1267.70 1253.00 1259.90 -0.80 10 7,583 -40
Mar13 120604 1253.50 1261.30 1246.80 1253.50 -0.80 0 150 +0
Total Volume and Open Interest 16,502 275,209 -714
S & P 500 E-Mini(Globex)
Jun12 120604 1275.00 1281.50 1262.00 1273.00 -1.00 2,746,687 2,961,742 -18,006
Sep12 120604 1267.25 1274.75 1255.50 1266.25 -1.00 21,826 89,473 +11,775
Total Volume and Open Interest 2,768,556 3,057,882 -6,216
NASDAQ 100(CME)
Jun12 120604 2458.80 2481.00 2434.80 2469.00 +14.00 952 22,804 -161
Sep12 120604 2457.00 2475.00 2439.00 2463.00 +13.70 0 83 +0
Dec12 120604 2455.80 2455.80 2442.50 2455.80 +13.30      
Total Volume and Open Interest 952 22,887 -161
NASDAQ 100 E-Mini(Globex)
Jun12 120604 2460.00 2480.30 2433.80 2469.00 +14.00 307,420 387,041 +2,620
Sep12 120604 2447.80 2472.50 2418.30 2463.00 +13.70 443 1,420 +46
Total Volume and Open Interest 307,864 388,482 +2,666
S & P Midcap 400(CME)
Jun12 120604 898.00 898.00 882.00 887.00 -8.00 3 2,829 -2
Sep12 120604 884.20 884.20 884.20 884.20 -8.00      
Dec12 120604 882.20 890.20 882.20 882.20 -8.00      
Total Volume and Open Interest 3 2,829 -2
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun12 120604 8240 8370 8210 8335 +80 6,296 34,721 -158
Sep12 120604 8200 8385 8200 8350 +85 494 419 +310
Total Volume and Open Interest 6,790 35,140 +152
Nikkei 225(SGX)
Jun12 120604 8415 8425 8225 8295 -135 129,299 245,049 -4,189
Sep12 120604 8410 8410 8225 8290 -130 6,166 20,645 +2,820
Dec12 120604 8215 8225 8210 8225 -135 0 5,907 +0
Total Volume and Open Interest 136,517 278,084 -379
CAC 40(EURONEXT)
Jun12 120604 2902.5 2976.0 2901.0 2943.5 +8.0 199,736 334,080 -5,687
Jul12 120604 2892.0 2961.5 2890.5 2933.5 +8.5 1,192 11,851 +56
Aug12 120604 2933.5 2933.5 2933.5 2933.5 +8.0      
Total Volume and Open Interest 200,932 346,119 -5,617
Hang Seng Index(HKFE)
Jun12 120604 18030 18064 17856 17944 -476 88,102 117,602 -436
Jul12 120604 18050 18066 17859 17945 -464 516 295 +295
Total Volume and Open Interest 88,863 121,553 -27,944
DAX(EUREX)
Jun12 120604 5980.0 6032.0 5942.0 5979.5 -85.0 183,899 195,011 +3,567
Sep12 120604 5988.5 6035.5 5949.0 5983.0 -85.0 874 12,049 +232
Dec12 120604 5994.0 6039.5 5953.5 5987.0 -85.0 284 2,048 +55
Total Volume and Open Interest 185,057 209,108 +3,854
FT-SE 100(EURONEXT)
Jun12 120601 5324.00 5342.50 5215.00 5253.50 -35.00 173,196 589,273 -895
Sep12 120601 5280.00 5292.00 5176.00 5208.50 -35.50 3,997 14,817 +2,611
Dec12 120601 5178.00 5185.50 5174.50 5185.50 -36.00 0 345 +0
Total Volume and Open Interest 177,193 604,435 +1,716
SPI 200(SFE)
Jun12 120604 4069.0 4071.0 3988.0 3997.0 -73.0 35,637 224,311 +6,709
Sep12 120604 4025.0 4027.0 3950.0 3955.0 -74.0 222 4,303 +80
Dec12 120604 3950.0 3950.0 3947.0 3947.0 -73.0 42 3,554 +21
Total Volume and Open Interest 35,927 233,690 +6,812
GSCI(CME)
Jun12 120604 575.75 584.50 575.75 584.50 +4.00 434 8,637 -133
Jul12 120604 582.00 582.00 582.00 582.00 +3.50 60 314 +68
Aug12 120604 582.00 582.00 582.00 582.00 +3.50      
Total Volume and Open Interest 494 8,951 -65
Reuters CCI(ICE)
Jun12 120604 270.00 270.00 270.00 270.00 +1.60      
Total Volume and Open Interest      
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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